Insights
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/ Quant
Pricing Rainbow Options
Responding to growing client interest, this post highlights the use of TS Imagine’s Monte Carlo Generator to price multi-asset best-of/worst-of options (aka Rainbow Options).
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Blind Trust: With Great Algo Wheels Comes Great Responsibility
Having tools to fairly and intelligently distribute flow across electronic brokers is not just a lux...
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May Market Structure Musings; Data is King
As a follow up to last month's post, I wanted to share a synopsis of the recent reporting period tha...
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AI: Seeing is believing
Reading news over the past few years, you can clearly see a large uptick in talk about artificial in...
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SEC proposed the Transaction Fee Pilot for NMS Stocks
On March 14, 2018 the SEC proposed the Transaction Fee Pilot for NMS Stocks. The 276-page proposal ...
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/ Quant
Fixed Income: IR Hedging Matrix & Portfolio Analytics
TS Imagine’s interactive interest rate hedging tool, the IR Hedging Matrix, enables users to evaluate interest rate risks associated with any portfolio, book, or ledger, and returns the number of hedge contracts needed to hedge the interest rate risk.
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Revenge of the Saas
In addition to alluding shamelessly to Star Wars, the title of this blog is also a bit of a misnomer...
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Cooperative Cohabitation: BidFX and TS
It’s now 18 months since BidFX established itself as a dedicated business line under the TS umbrel...
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Day 1 MiFID II: Seamless Implementation for TS Clients
TradingScreen the leading, broker neutral multi-asset class Execution Management System (EMS) was pl...
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Managing MiFID II Expectations: How implementing the right EMS matters
As our PTP enabled (Precision Time Protocol) enabled clocks now accurately tell us down to the milli...
